Benchmarking a weighted negative covariance matrix update on the BBOB-2010 noisy testbed
Nikolaus Hansen, Raymond Ros · 2010
In a companion paper, we presented a weighted negative update of the covariance matrix in the CMA-ES--weighted active CMA-ES or, in short, aCMA-ES. In this paper, we benchmark the IPOP-aCMA-ES on the BBOB-2010 noisy testbed in search space dimensions between 2 and 40 and compare its performance with the IPOP-CMA-ES.